My favorite shop is Mill House Quilts in Waunakee. It's close to Madison, just outside the north side of the city. Another shop on the west side of Madison is Stitchers Crossing on Odana Road. If you like civil war and more traditional fabrics, there's a shop on Main Street in Sun Prairie (Sun Prairie is really close to Madison.) Sorry I can't remember its name since I rarely go there.
Near Milwaukee is a town called Oconomowoc. They have a Ben Franklin with a large quilting area. If you like ice cream and sub sandwiches, there is a good place to eat right in the same shopping mall. It's called The Chocolate Factory. I don't recall going to any stores in Milwaukee itself, but I know there are several.
Up by the Dells there's a town close by called Reedsburg. Quintessential Quilts is located in a big old house there. Other than that I can't recall any shops I go to close to Wisconsin Dells.
There was a shop I used to go to in Door County, but when I went last year it was out of business.
If you are heading north anywhere near the Mississippi River, Olive Juice in Onalaska is a neat shop.
Have fun on your trip! Door County is a really beautiful place to visit. I love how they've tried to keep out big development.